GeneralizedEsdTest Class

Represents a Generalized Extreme Studentized Deviate (ESD) test for multiple outliers in a sample.

Definition

Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
public class GeneralizedEsdTest : OneSampleTest
Inheritance
Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  GeneralizedEsdTest

Remarks

Use the GeneralizedEsdTest class to test whether a sample contains one or more outliers. Unlike the GrubbsTest, which tests for exactly one outlier, the generalized ESD test can test for several outliers. The maximum number of outliers that should be detected is supplied by the user.

The generalized ESD test is unlike other hypothesis tests in that it consists of a collection of tests, one for each number of outliers. The number of outliers to test for must be supplied in the constructor.

Running the test consists of running multiple individual tests for 1 up to the specified number of outliers. If a test is found to be significant, that number is retained, and the results of that test are used as the overall test results.

The GetTest(Int32) method can be used to access the individual test results.

Constructors

GeneralizedEsdTest() Constructs a new Generalized ESD test for multiple outliers.
GeneralizedEsdTest(Vector<Double>, Int32) Constructs a new Generalized ESD test for multiple outliers.
GeneralizedEsdTest(Vector<Double>, Int32, HypothesisType) Constructs a new Generalized ESD test for multiple outliers.

Properties

Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
MaxOutliers Gets or sets the maximum number of outliers to detect.
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
NumberOfOutliers Gets the number of outliers detected by the test.
PValue Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)
Statistics Gets a vector containing the test statistics for the individual outlier tests.

Methods

CalculateStatistic Evaluates the test statistic.
(Overrides HypothesisTest.CalculateStatistic())
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest)
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest)
GetOutlierIndexes() Returns a vector containing the indexes of the outliers according to the Generalized ESD test.
GetOutlierIndexes(Double) Returns a vector containing the indexes of the outliers according to the Generalized ESD test.
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest)
GetTest Returns the test for the specified number of outliers.
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetUpperCriticalValue() Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Reject() Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest)
Reject(Double) Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest)
Summarize() Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest)
Summarize(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from OneSampleTest<T>)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also